arXiv:2508. 07195v2 Announce Type: replace-cross Abstract: Recent advances have demonstrated that Large Language Models (LLMs) can be effectively adapted for time series forecasting, revealing strong potential beyond natural language tasks.
By Yanru Sun, Emadeldeen Eldele, Zongxia Xie, Yucheng Wang, Wenzhe Niu, Qinghua Hu, Chee Keong Kwoh, Min Wu
arXiv:2605. 27286v2 Announce Type: replace-cross Abstract: Time series foundation models (TSFMs) are transforming the forecasting paradigm through large-scale cross-domain pretraining.
By Yiding Liu, Yifan Hu, Hongjie Xia, Peiyuan Liu, Hongzhou Chen, Xilin Dai, Zewei Dong, Jiang-Ming Yang
arXiv:2606. 08601v1 Announce Type: new Abstract: Large Language Models (LLMs) have recently demonstrated impressive potential for time series forecasting.
By Peiliang Gong, Emadeldeen Eldele, Chenyu Liu, Ziyu Jia, Yi Ding, Xinliang Zhou, Lianchao Gu, Qi Zhu, Yang Liu, Daoqiang Zhang, Xiaoli Li
arXiv:2602. 03564v2 Announce Type: replace Abstract: Time series forecasting can be viewed as a generative problem that requires both semantic understanding over contextual conditions and stochastic modeling of continuous temporal dynamics.
By Mingyue Cheng, Yaguo Liu, Daoyu Wang, Xiaoyu Tao, Qi Liu
arXiv:2508. 09191v2 Announce Type: replace-cross Abstract: Time series forecasting plays a vital role in supporting decision-making across a wide range of critical applications, including energy, healthcare, and finance.
By Xiaoyu Tao, Shilong Zhang, Mingyue Cheng, Daoyu Wang, Tingyue Pan, Bokai Pan, Changqing Zhang, Shijin Wang
arXiv:2606. 18986v1 Announce Type: cross Abstract: Recent advances in large language models (LLMs) have given rise to time-series question answering (TSQA), which formulates time-series analysis as natural-language question answering.
By Yafeng Wu, Huu Hiep Nguyen, Thin Nguyen, Hung Le
arXiv:2602. 02239v2 Announce Type: replace Abstract: Deep time series models continue to improve predictive performance, yet their deployment remains limited by their black-box nature.
By Giovanni De Felice, Riccardo D'Elia, Alberto Termine, Pietro Barbiero, Giuseppe Marra, Silvia Santini
arXiv:2602. 21693v2 Announce Type: replace Abstract: Multimodal time series forecasting has garnered significant attention for its potential to provide more accurate predictions than traditional single-modality models by leveraging rich information inherent in other modalities.
By Jiafeng Lin, Yuxuan Wang, Huakun Luo, Jianmin Wang, Zhongyi Pei
arXiv:2606. 07291v1 Announce Type: new Abstract: Multivariate time-series forecasting requires models to reason over temporal dynamics, cross-variable dependencies, and historical input-output correspondences.
By Tao Chen, Yexu Zhou, Zhi Gong, Hengwei He, Hongda Li, Zhewei Chen, Dongjing Wang, Xin Zhang, Decheng Liu, Chunlei Peng, Zheng Chen, Wenyue Ding
arXiv:2503. 24007v4 Announce Type: replace-cross Abstract: In time series forecasting, covariates represent external factors that influence target variables.
By Yosuke Yamaguchi, Issei Suemitsu, Wenpeng Wei
arXiv:2608. 01875v1 Announce Type: cross Abstract: Most time series (TS) models are specialized for a single task, either understanding (i.
By Seunghan Lee, Jun Seo, Jaehoon Lee, Junhyeok Kang, Sangjun Han, Sungdong Yoo, Minjae Kim, Tae Yoon Lim, Dongwan Kang, Hwanil Choi, Soonyoung Lee, Wonbin Ahn
arXiv:2606. 18049v1 Announce Type: new Abstract: Decision-making with deep learning-based time series forecasting requires not only accurate predictions but also actionable insights.
By Jan Voets, Hasan Tercan, Tobias Meisen, Sebastian Baum